+234.2%
STT vs LCID
-96.5%
+330.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +2.5% |
| 7D | +0.9% | +20.0% | -19.1% | -0.5% |
| 30D | -2.3% | -5.0% | +2.7% | -2.2% |
| 3M | -7.0% | -48.9% | +41.9% | -2.7% |
| 6M | +15.5% | -43.2% | +58.7% | +18.1% |
| YTD | +35.6% | -65.9% | +101.5% | +43.7% |
| 1Y | +47.9% | -79.2% | +127.0% | +62.6% |
| 3Y | +181.1% | -90.4% | +271.5% | +215.5% |
| 5Y | +108.2% | -99.2% | +207.4% | +159.0% |
| All | +234.2% | -96.5% | +330.7% | +317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling